IVEP vs. DTCR
IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) and DTCR (Global X Data Center & Digital Infrastructure ETF) are both exchange-traded funds - IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index, while DTCR is a REIT fund tracking the Solactive Data Center REITs & Digital Infrastructure Index. Both are passively managed. Their 0.79 correlation means they have sometimes moved together and sometimes differently. IVEP charges 0.75%/yr vs 0.50%/yr for DTCR.
Performance
IVEP vs. DTCR - Performance Comparison
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Returns By Period
IVEP
- 1D
- 0.51%
- 1M
- -3.48%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
DTCR
- 1D
- -0.90%
- 1M
- -3.58%
- 6M
- 12.55%
- YTD
- 30.53%
- 1Y
- 47.91%
- 3Y*
- 27.27%
- 5Y*
- 11.34%
- 10Y*
- —
- ALL TIME*
- 13.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $22.41M | $38.68M | $44.72M | |
| $577.50K | $624.15K | $882.90K |
IVEP vs. DTCR - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF | -1.60% |
DTCR Global X Data Center & Digital Infrastructure ETF | 10.61% |
Correlation
The correlation between IVEP and DTCR is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 8, 2026 | 0.79 |
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Return for Risk
IVEP vs. DTCR — Risk / Return Rank
IVEP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DTCR
IVEP vs. DTCR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP) and Global X Data Center & Digital Infrastructure ETF (DTCR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVEP | DTCR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.55 | — |
| Martin ratioReturn relative to average drawdown | — | 8.11 | — |
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Drawdowns
IVEP vs. DTCR - Drawdown Comparison
The maximum IVEP drawdown since its inception was -17.54%, smaller than the maximum DTCR drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for IVEP and DTCR.
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Drawdown Indicators
| IVEP | DTCR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.54% | -38.98% | +21.44% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.88% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.96% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.98% | — |
Current DrawdownCurrent decline from peak | -11.86% | -15.15% | +3.29% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -12.26% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.62% | — |
Volatility
IVEP vs. DTCR - Volatility Comparison
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Volatility by Period
| IVEP | DTCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.80% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.77% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.41% | 24.75% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.41% | 22.50% | +8.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.41% | 22.25% | +9.16% |
IVEP vs. DTCR - Expense Ratio Comparison
IVEP has a 0.75% expense ratio, which is higher than DTCR's 0.50% expense ratio.
Dividends
IVEP vs. DTCR - Dividend Comparison
IVEP has not paid dividends to shareholders, while DTCR's dividend yield for the trailing twelve months is around 0.90%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DTCR Global X Data Center & Digital Infrastructure ETF | 0.90% | 1.10% | 1.72% | 1.18% | 2.57% | 1.27% | 0.30% |
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IVEP and DTCR have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTCR is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTCR is cheaper with a 0.50% expense ratio, compared with 0.75% for IVEP.
DTCR has the higher dividend yield at 0.90%, compared with 0.00% for IVEP.
IVEP is categorized as Industrials Equities, while DTCR is REIT. IVEP tracks Solactive Wedbush AI Power & Infrastructure Index, while DTCR tracks Solactive Data Center REITs & Digital Infrastructure Index. They also come from different issuers: Wedbush and Global X. Their fees differ too: 0.75% for IVEP and 0.50% for DTCR.
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